What build have you used? If it's one of the "bleeding edge", have you tried stable v3.3.0 and did it work for you?

Please try executing Blender from the command line, so you can see what's happening when you start rendering with YafaRay, etc. If you can, please send us screenshots or the log files taken from the command line.

There are basically two groups: standalone (meant for loading XML scene files) and the Blender Addons (meant for Blender users that want to render Blender scenes with YafaRay)

In each type of build, there is a folder called "tests" which contains either a XML scene in the standalone builds or a .blend file in Blender addons builds, so you can test your build with that scene.